+277.5%
SANM vs VT
+57.4%
+220.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +2.6% | +8.5% | +7.4% |
| 7D | -6.0% | +0.4% | -6.4% | -6.3% |
| 30D | -31.2% | -2.6% | -28.6% | -28.1% |
| 3M | -26.2% | -3.2% | -23.0% | -21.9% |
| 6M | -39.7% | +0.9% | -40.7% | -39.0% |
| YTD | -0.3% | +11.3% | -11.6% | -10.2% |
| 1Y | -12.1% | +14.0% | -26.1% | -22.7% |
| 3Y | +220.5% | +75.8% | +144.7% | +75.4% |
| 5Y | +277.5% | +57.8% | +219.7% | +127.8% |
| All | +277.5% | +57.4% | +220.1% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling